Overcoming tobacco use and nicotine dependence, one of the main cardiovascular risk factors, appears to be more difficult for women than for men, mainly because 1) women may be more sensitive to the effects of nicotine than men; 2) negative affectivity that is associated with continued tobacco use is more common among women than men; and 3) women have more concerns about weight as a reason for continuing smoking and not attempting to quit. The combination of an exercise intervention with nicotine replacement therapy (NRT) should provide a particularly efficacious and cost-effective treatment for female smokers. In our ongoing study, we have found that aerobic exercise, held in a supervised hospital setting, and used as an adjunct to NRT, has produced higher quit rates than standard care with NRT. However, relapse was still very rapid and adherence to the exercise regimen was less than optimal. Exercise adherence was particularly poor among those who had higher body mass index, higher nicotine dependence, and depression prior to quitting, i.e., those with a high cardiovascular risk index. Increasing the adherence to the exercise might result in improved cessation rates, concurrently reducing cardiovascular risk factors and, in turn, female morbidity and mortality. The proposed study will investigate if cognitive-behavioral exercise adherence counseling (CBC) added to an exercise prescription (ERx), used effectively in many patient-populations, increases engagement in physical exercise among female smokers attempting to quit compared to an ERx alone condition. We will examine if increased exercise adherence results in higher cessation rates, and whether prescribed exercise that is home-based (HB), making implementation potentially easier and cost-effective, would result in the same cessation effects as an exercise program that is facility-based (FB). We are planning to include nicotine transdermal patch treatment as the pharmacological treatment and aerobic exercise as a behavioral adjunct. The proposed study will assess how to achieve the maximum effects of aerobic exercise on smoking cessation and the minimum conditions under which these effects can be achieved. Transdermal NRT will be given to 540 female smokers who are randomly assigned to exercise under one of four conditions: HB+ERx, FB+ERx, HB+ERx+CBC, or FB+ERx+CBC. Participants will engage in 3 sessions of aerobic exercise per week from 3 weeks precessation through 12 weeks postcessation, and will be followed for one year postcessation. In addition to assessing how best to implement aerobic exercise as a smoking cessation adjunct, the mechanisms by which exercise affects cessation, and cessation in turn affects cardiovascular risk factors (e.g., BMI, lipids, depression) will be examined.